Mac OS X only: iCal's tasks might do the trick for some Apple-centric users, but they're not easy to export to other apps and systems. Use taskSync to hook up web-based task manager Remember the Milk and iCal instead.

The free OS X app installs itself as a preference pane and background app, which simply synchronizes your chosen Remember the Milk task lists to iCal's tasks pane. You get to choose how often taskSync checks in with RTM and which task lists it syncs. The best part is that the sync is two-way: check off a task in iCal, and it's marked as completed everywhere. Even if RTM's task management isn't your style, you can use it as a go-between for many other services.